Anic Equity¶

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Total return since start: 0.698 %¶

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Equity now: -----------------------------> 51857.59 Kr¶

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'New Equity High!!!'
'Max Equity: -----------------------------------------> 51857.59 Kr'
'#-------------------------------#'

Max Equity ever reached: ------------> 51857.59 Kr¶

Portfolio value: --------------------------> 48651.17 Kr¶

PnL: ---------------------------------------> -429.0 Kr¶

DD now: ---------------------------------> 0.0 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 16:08:40.418254'

Anic Portfolio¶

Today¶

Return: 9.111 %¶

This Week¶

Return: 9.111 %¶

Total¶

Return: 69.768 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3396.600000 218.000000 6.860000 3178.600002
HMS Networks 2 1.490000 791.600000 118.600000 17.620000 673.000000
HEBA B 70 -2.740000 2733.500000 97.500000 3.700000 2636.000010
Nordea Bank Abp 29 0.910000 3546.700000 92.700000 2.680000 3453.999992
SAAB B 8 0.210000 3427.200000 50.200000 1.490000 3377.000000
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
Resurs Holding 22 -0.290000 608.300000 34.300000 5.980000 573.999998
AcadeMedia 12 1.910000 590.400000 33.400000 6.000000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -5.510000 385.900000 30.900000 8.700000 355.000000
Swedbank A 3 0.760000 593.850000 29.850000 5.290000 564.000000
OEM International B 7 0.380000 549.500000 21.500000 4.070000 527.999997
Intrum 4 -0.620000 544.600000 17.600000 3.340000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.360000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Norva24 Group 16 -0.860000 555.200000 12.200000 2.250000 543.000000
Securitas B 6 -1.160000 581.160000 11.160000 1.960000 570.000000
Corem Property Group B 59 -4.180000 587.940000 10.940000 1.900000 576.999999
Midsona B 63 4.000000 590.310000 7.310000 1.250000 582.999984
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Karnov Group 9 -1.160000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -3.170000 248.880000 2.880000 1.170000 246.000000
Coor Service Management Hold. 8 -1.550000 532.400000 0.400000 0.080000 532.000000
Handelsbanken A 5 0.790000 544.500000 -1.500000 -0.270000 546.000000
Boozt 12 -1.360000 1647.600000 -6.400000 -0.390000 1653.999996
Fasadgruppen Group 38 3.040000 4126.800000 -13.000000 -0.310000 4139.799990
Sampo Oyj SDB 7 1.480000 3836.000000 -14.000000 -0.360000 3850.000000
CTEK 13 0.180000 510.510000 -23.490000 -4.400000 533.999999
Essity B 2 2.470000 547.600000 -26.400000 -4.600000 574.000000
International Petroleum Corp. 5 -1.130000 567.500000 -27.070000 -4.550000 594.565215
Beijer Electronics Group 27 5.230000 3040.200000 -42.600000 -1.380000 3082.800006
Essity A 4 2.610000 1102.000000 -47.000000 -4.090000 1149.000000
Vivesto 1368 0.790000 558.420000 -54.580000 -8.900000 612.999432
OX2 22 1.120000 1786.400000 -201.800000 -10.150000 1988.199994
Axfood 15 1.990000 4080.000000 -218.800000 -5.090000 4298.800005
Ovzon 64 -1.500000 3372.800000 -621.600000 -15.560000 3994.400000
TOTAL 48651.170000 -429.000000 0.0% 49080.164634

Updated:¶

'2023-01-30 16:08:53.363160'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶